+159.0%
GDX vs CDNS
+1,717.4%
-1,558.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.2% |
| 7D | -4.6% | +7.0% | -11.6% | -5.9% |
| 30D | -6.2% | -0.3% | -5.9% | -6.1% |
| 3M | -10.0% | +3.2% | -13.2% | -10.8% |
| 6M | -15.8% | -6.9% | -8.8% | -14.9% |
| YTD | -4.6% | +6.6% | -11.2% | -6.8% |
| 1Y | +4.0% | +5.6% | -1.6% | +1.8% |
| 3Y | +211.1% | +27.4% | +183.7% | +184.6% |
| 5Y | +152.3% | +83.7% | +68.6% | +108.9% |
| 10Y | +331.4% | +1,215.9% | -884.5% | +123.9% |
| All | +159.0% | +1,717.4% | -1,558.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling